printer friendly pageSTATS 310C: Theory of Probability III (MATH 230C)
Continuous time stochastic processes: martingales, Brownian motion, stationary independent increments, Markov jump processes and Gaussian processes. Invariance principle, random walks, LIL and functional CLT. Markov and strong Markov property. Infinitely divisible laws. Some ergodic theory. Prerequisite: 310B or
MATH 230B.
http://statweb.stanford.edu/~adembo/stat-310c/
Terms: Spr
| Units: 3
Instructors:
Siegmund, D. (PI)
;
Yang, J. (TA)
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